Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48303.13 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46908.23 Kr¶

PnL: ---------------------------------------> 19.66 Kr¶

DD now: ---------------------------------> -0.672 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:58:24.485302'

Anic Portfolio¶

This Week¶

Return: 1.688 %¶

Total¶

Return: 58.239 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.610000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 2.510000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 0.530000 666.110000 89.110000 15.440000 576.999999
Boozt 12 1.970000 1740.000000 86.000000 5.200000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 0.740000 437.200000 82.200000 23.150000 355.000000
HMS Networks 2 1.890000 733.200000 60.200000 8.950000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 1.760000 565.600000 37.600000 7.120000 527.999997
Intrum 4 2.750000 561.200000 34.200000 6.490000 527.000000
SAAB B 8 0.420000 3408.800000 31.800000 0.940000 3377.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Eastnine 4 2.060000 516.000000 25.000000 5.090000 491.000000
Coor Service Management Hold. 8 1.680000 556.000000 24.000000 4.510000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.830000 261.840000 15.840000 6.440000 246.000000
AcadeMedia 12 1.540000 569.280000 12.280000 2.200000 557.000004
Resurs Holding 22 1.100000 584.980000 10.980000 1.910000 573.999998
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Securitas B 6 1.500000 577.920000 7.920000 1.390000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
CTEK 13 2.590000 536.380000 2.380000 0.450000 533.999999
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Essity B 2 -1.240000 572.800000 -1.200000 -0.210000 574.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.030000 3448.100000 -5.900000 -0.170000 3453.999992
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
International Petroleum Corp. 5 3.220000 560.500000 -34.070000 -5.730000 594.565215
Vivesto 1368 1.960000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Axfood 13 1.630000 3646.500000 -109.500000 -2.920000 3756.000001
OX2 18 1.610000 1538.100000 -125.900000 -7.570000 1663.999992
Ovzon 52 5.310000 3094.000000 -268.000000 -7.970000 3361.999992
Fasadgruppen Group 35 0.200000 3465.000000 -346.000000 -9.080000 3810.999990
TOTAL 46940.930000 52.360000 -0.60469% 46888.564618

Updated:¶

'2023-01-18 15:57:13.094813'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶